+1,842.9%
V vs FERG
+1,348.4%
+494.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.2% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +2.0% | -10.2% | +12.1% | +3.1% |
| 3M | +17.4% | -0.6% | +17.9% | +17.2% |
| 6M | +17.5% | -6.5% | +24.0% | +18.0% |
| YTD | +7.6% | +4.2% | +3.4% | +6.7% |
| 1Y | +7.7% | -2.3% | +10.0% | +7.4% |
| 3Y | +54.7% | +48.5% | +6.2% | +46.2% |
| 5Y | +73.0% | +72.0% | +1.0% | +59.8% |
| 10Y | +390.9% | +369.9% | +21.0% | +330.6% |
| All | +1,842.9% | +1,348.4% | +494.5% | +1,509.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling